BNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk mitigation across BNY Mellon globally, delivering valuable insight and risk quantification across the firm.
BNY Mellon Science has grown rapidly and today represents a highly motivated and engaged team of skilled professionals with expertise in financial industry practices and regulation demanding deep quantitative talent.
alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test. The resources within BNY Mellon Science are working towards supporting other innovative quantitative and analytical solutions for the wider firm as a part of their strategic objectives for 2018 and into the future.
Within Model Risk Management we are looking for a Specialist who will contribute to highly visible enterprise-wide model validation function in the organization.
The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.
The role will be to execute enterprise standards for model validation. The incumbent will be responsible for identifying and evaluating model risk and propose controls to manage that risk.
This will entail following the scope of a validation effort and executing tests and reviews. The incumbent may work in one of five disciplines, each responsible for a different type of modeling :
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U No. 133, item 883) . I authorise the Company to process my personal data for future recruitment processes.
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BNY Mellon and affiliates registration details.-
BNY Mellon (Poland) sp. z.o.o Registered office Swobodna 3, 50-088 Wroclaw
The Bank of New York Mellon (International) Limited 1 Canada Square, London, E14 5AL
The Bank of New York Mellon SA / NV 46 Rue Montoyerstraat, B-1000 Brussels, Belgium
Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,
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